Linear regression in numpy and scipy
Note that there are multiple numpy/scipy functions that do regression, fitting, etc. Of these, scipy.stats.linregress
fits a line and forces an intercept. You do not have to explicitly add 1s or anything. numpy.linalg.lstsq
does plain old linear regression - your inputs can even be matrices. It simply returns argmin |ax - b|^2
for given a
and b
, and therefore does not force an intercept. The last one I want to mention is scipy.optimize.leastsq
. This one is a non-linear least squares solver, and I know nothing more about it.
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